Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51748.02 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48541.75 Kr¶

PnL: ---------------------------------------> -538.42 Kr¶

DD now: ---------------------------------> -0.318 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 17:02:26.112721'

Anic Portfolio¶

Today¶

Return: 8.881 %¶

This Week¶

Return: 8.881 %¶

Total¶

Return: 69.41 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 0.050000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 0.590000 3535.680000 81.680000 2.360000 3453.999992
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.070000 3417.600000 40.600000 1.200000 3377.000000
AcadeMedia 12 2.110000 591.600000 34.600000 6.210000 557.000004
Resurs Holding 22 -0.540000 606.760000 32.760000 5.710000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.440000 386.200000 31.200000 8.790000 355.000000
Swedbank A 3 0.330000 591.300000 27.300000 4.840000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Intrum 4 -1.460000 540.000000 13.000000 2.470000 527.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.310000 580.320000 10.320000 1.810000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Midsona B 63 4.000000 590.310000 7.310000 1.250000 582.999984
Corem Property Group B 59 -4.950000 583.220000 6.220000 1.080000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.550000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Fasadgruppen Group 38 3.040000 4126.800000 -13.000000 -0.310000 4139.799990
Boozt 12 -2.010000 1636.800000 -17.200000 -1.040000 1653.999996
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
CTEK 13 0.740000 513.370000 -20.630000 -3.860000 533.999999
International Petroleum Corp. 5 -0.520000 571.000000 -23.570000 -3.960000 594.565215
Essity B 2 2.840000 549.600000 -24.400000 -4.250000 574.000000
Essity A 4 2.790000 1104.000000 -45.000000 -3.920000 1149.000000
Beijer Electronics Group 27 5.050000 3034.800000 -48.000000 -1.560000 3082.800006
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 0.680000 1778.700000 -209.500000 -10.540000 1988.199994
Axfood 15 1.720000 4069.500000 -229.300000 -5.330000 4298.800005
Ovzon 64 -0.190000 3417.600000 -576.800000 -14.440000 3994.400000
TOTAL 48541.750000 -538.420000 -0.31761% 49080.164634

Updated:¶

'2023-01-30 17:02:39.312589'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶